Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 1.69% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'179 CHF | 65'270 CHF | 100.00% | 100.00% |
20.12.2024 | 1.94% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 74'542 | 72'708 | 59'346 CHF | 59'023 CHF | 98.88% | 98.88% |
19.12.2024 | 2.97% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 66'242 | 50'588 | 53'278 CHF | 41'879 CHF | 93.91% | 93.91% |
18.12.2024 | 2.74% | 0.90 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'451 CHF | 70'352 CHF | 98.15% | 98.15% |
17.12.2024 | 2.50% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'010 CHF | 73'832 CHF | 97.31% | 97.31% |
16.12.2024 | 2.47% | 0.97 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'495 CHF | 75'333 CHF | 96.34% | 96.34% |
13.12.2024 | 2.36% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'811 CHF | 79'668 CHF | 99.36% | 99.36% |
12.12.2024 | 2.55% | 1.00 CHF | 1.03 CHF | 75'000 | 75'000 | 72'730 | 71'969 | 73'883 CHF | 74'948 CHF | 97.38% | 97.38% |
11.12.2024 | 2.36% | 1.04 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'752 CHF | 78'586 CHF | 99.05% | 99.05% |
10.12.2024 | 2.39% | 0.99 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'458 CHF | 77'282 CHF | 100.00% | 100.00% |